V-Lab
Shinyoung Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.18% (-2.22%)
Analysis last updated: Wednesday, May 1, 2024 at 10:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0892 | 7.87 | |
| 0.1210 | 9.44 | |
| 0.7908 | 37.22 | |
| -0.0141 | -0.32 | |
| 0.1132 | 1.66 | |
| -0.2574 | -4.83 | |
| 0.1885 | 3.29 | |
| 0.0719 | 1.11 | |
| -0.2455 | -3.18 | |
| 0.2625 | 3.39 | |
| -0.1767 | -2.83 | |
| 0.0756 | 1.18 | |
| 0.0051 | 0.04 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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